TR30 - 4¾% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.988 | Carry: | £0.306 |
|---|---|---|---|---|
| mark-to-model | £103.714 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £103.941 | Variation: | £-0.403 |
| mark-to-model | £103.673 | Unexplained: | £0.005 |